Add optimizer benchmarking tools to estimagic (#251)

optimagic-dev · Nov 22, 2021 · e5b785e · e5b785e
1 parent 4ed87a7
commit e5b785e
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Showing 28 changed files with 4,180 additions and 4 deletions.
diff --git a/CHANGES.rst b/CHANGES.rst
@@ -21,7 +21,8 @@ moments. The breaking changes are:
 - structure of the logging database has changed
 - there is an additional boolean flag named ``scaling`` in minimize and maximize
 
-
+- :gh:`251` Allows the loading, running and visualization of benchmarks
+  (:ghuser:`janosg`, :ghuser:`mpetrosian` and :ghuser:`roecla`)
 - :gh:`196` Adds support for multistart optimizations (:ghuser:`asouther4` and
   :ghuser:`janosg`)
 - :gh:`248` Adds the fides optimizer (:ghuser:`roecla`)

diff --git a/docs/source/_static/images/history_trust-ncg.gif b/docs/source/_static/images/history_trust-ncg.gif
diff --git a/docs/source/how_to_guides/optimization/how_to_benchmark_optimization_algorithms.ipynb b/docs/source/how_to_guides/optimization/how_to_benchmark_optimization_algorithms.ipynb
diff --git a/docs/source/how_to_guides/optimization/index.rst b/docs/source/how_to_guides/optimization/index.rst
@@ -16,3 +16,4 @@ Optimization
    how_to_choose_optimizer
    how_to_scale_optimization_problems
    how_to_do_multistart_optimizations.ipynb
+   how_to_benchmark_optimization_algorithms.ipynb
diff --git a/environment.yml b/environment.yml
@@ -25,7 +25,7 @@ dependencies:
   - numpy
   - pandas
   - pdbpp
-  - petsc4py>=3.11
+  - petsc4py>=3.16.1
   - pygmo
   - pytest
   - pytest-cov
@@ -52,6 +52,6 @@ dependencies:
       - pre-commit
       - Py-BOBYQA
       - DFO-LS
-      - fides>=0.6.3
+      - fides==0.6.3
       - gif
       - gif[matplotlib]
diff --git a/src/estimagic/__init__.py b/src/estimagic/__init__.py
@@ -1,11 +1,15 @@
 from estimagic import utilities
+from estimagic.benchmarking.get_benchmark_problems import get_benchmark_problems
+from estimagic.benchmarking.run_benchmark import run_benchmark
 from estimagic.differentiation.derivatives import first_derivative
 from estimagic.estimation.estimate_ml import estimate_ml
 from estimagic.estimation.estimate_msm import estimate_msm
 from estimagic.estimation.msm_weighting import get_moments_cov
 from estimagic.inference.bootstrap import bootstrap
 from estimagic.optimization.optimize import maximize
 from estimagic.optimization.optimize import minimize
+from estimagic.visualization.convergence_plot import convergence_plot
+from estimagic.visualization.profile_plot import profile_plot
 
 try:
     from ._version import version as __version__
@@ -24,5 +28,9 @@
     "estimate_msm",
     "estimate_ml",
     "get_moments_cov",
+    "run_benchmark",
+    "get_benchmark_problems",
+    "profile_plot",
+    "convergence_plot",
     "__version__",
 ]
diff --git a/src/estimagic/benchmarking/__init__.py b/src/estimagic/benchmarking/__init__.py